+80.7%
SAP vs ES
+6.6%
+74.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +0.6% | +2.7% | -2.1% | +0.1% |
| 30D | +6.5% | +7.6% | -1.1% | +5.2% |
| 3M | +12.2% | +0.5% | +11.8% | +12.1% |
| 6M | +46.1% | +7.6% | +38.5% | +44.1% |
| YTD | -1.6% | +10.2% | -11.8% | -3.6% |
| 1Y | -5.1% | +1.8% | -7.0% | -5.8% |
| 3Y | +68.4% | +55.4% | +13.0% | +48.3% |
| All | +80.7% | +6.6% | +74.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling